Mixed model prediction and small area estimation
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02595419
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Gauri Sankar Datta & J. N. K. Rao & David Daniel Smith, 2005. "On measuring the variability of small area estimators under a basic area level model," Biometrika, Biometrika Trust, vol. 92(1), pages 183-196, March.
- Tversky, Amos & Kahneman, Daniel, 1992. "Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 297-323, October.
- Li‐Chun Zhang & Raymond L. Chambers, 2004. "Small area estimates for cross‐classifications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 479-496, May.
- Heyde, C. C., 1994. "A quasi-likelihood approach to the REML estimating equations," Statistics & Probability Letters, Elsevier, vol. 21(5), pages 381-384, December.
- Daniel Kahneman & Amos Tversky, 2013.
"Prospect Theory: An Analysis of Decision Under Risk,"
World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127,
World Scientific Publishing Co. Pte. Ltd..
- Kahneman, Daniel & Tversky, Amos, 1979. "Prospect Theory: An Analysis of Decision under Risk," Econometrica, Econometric Society, vol. 47(2), pages 263-291, March.
- Amos Tversky & Daniel Kahneman, 1979. "Prospect Theory: An Analysis of Decision under Risk," Levine's Working Paper Archive 7656, David K. Levine.
- Li, Tong & Vuong, Quang, 1998. "Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators," Journal of Multivariate Analysis, Elsevier, vol. 65(2), pages 139-165, May.
- Song, Peter X.K. & Fan, Yanqin & Kalbfleisch, John D., 2005. "Maximization by Parts in Likelihood Inference," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1145-1158, December.
- Basu, Ruma & Ghosh, J. K. & Mukerjee, Rahul, 2003. "Empirical Bayes prediction intervals in a normal regression model: higher order asymptotics," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 197-203, June.
- M. A. Black, 2004. "A note on the adaptive control of false discovery rates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 297-304, May.
- Danny Pfeffermann & Richard Tiller, 2005. "Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(6), pages 893-916, November.
- A. Chaudhuri, 1994. "Small domain statistics: a review," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 48(3), pages 215-236, November.
- Jiming Jiang & P. Lahiri, 2001. "Empirical Best Prediction for Small Area Inference with Binary Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(2), pages 217-243, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Malay Ghosh, 2020. "Small area estimation: its evolution in five decades," Statistics in Transition New Series, Polish Statistical Association, vol. 21(4), pages 1-22, August.
- van den Bergh, J.C.J.M. & Botzen, W.J.W., 2015. "Monetary valuation of the social cost of CO2 emissions: A critical survey," Ecological Economics, Elsevier, vol. 114(C), pages 33-46.
- Shoji, Isao & Kanehiro, Sumei, 2016. "Disposition effect as a behavioral trading activity elicited by investors' different risk preferences," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 104-112.
- Jonathan Meng & Feng Fu, 2020. "Understanding Gambling Behavior and Risk Attitudes Using Cryptocurrency-based Casino Blockchain Data," Papers 2008.05653, arXiv.org, revised Aug 2020.
- Daniel Fonseca Costa & Francisval Carvalho & Bruno César Moreira & José Willer Prado, 2017. "Bibliometric analysis on the association between behavioral finance and decision making with cognitive biases such as overconfidence, anchoring effect and confirmation bias," Scientometrics, Springer;Akadémiai Kiadó, vol. 111(3), pages 1775-1799, June.
- Boone, Jan & Sadrieh, Abdolkarim & van Ours, Jan C., 2009.
"Experiments on unemployment benefit sanctions and job search behavior,"
European Economic Review, Elsevier, vol. 53(8), pages 937-951, November.
- van Ours, Jan C. & Boone, Jan & Sadrieh, Abdolkarim, 2004. "Experiments on Unemployment Benefit Sanctions and Job Search Behaviour," CEPR Discussion Papers 4298, C.E.P.R. Discussion Papers.
- Boone, Jan & Sadrieh, Abdolkarim & van Ours, Jan C., 2004. "Experiments on Unemployment Benefit Sanctions and Job Search Behavior," IZA Discussion Papers 1000, Institute of Labor Economics (IZA).
- Boone, J. & Sadrieh, A. & van Ours, J.C., 2004. "Experiments on Unemployment Benefit Sanctions and Job Search Behavior," Discussion Paper 2004-8, Tilburg University, Center for Economic Research.
- Boone, J. & Sadrieh, A. & van Ours, J.C., 2004. "Experiments on Unemployment Benefit Sanctions and Job Search Behavior," Other publications TiSEM 1fb6f48d-f0b5-4c81-b586-8, Tilburg University, School of Economics and Management.
- Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022.
"Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
- Gabriel Montes Rojas & Luciano De Castro & Antonio Galvao & José Olmo & Kim Jeong Yeol, 2021. "Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models," Asociación Argentina de Economía Política: Working Papers 4494, Asociación Argentina de Economía Política.
- Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo, 2021. "Experiments On Portfolio Selection: A Comparison Between Quantile Preferences And Expected Utility Decision Models," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-68, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Jos'e Cl'audio do Nascimento, 2019. "Behavioral Biases and Nonadditive Dynamics in Risk Taking: An Experimental Investigation," Papers 1908.01709, arXiv.org, revised Apr 2023.
- Francesco GUALA, 2017. "Preferences: Neither Behavioural nor Mental," Departmental Working Papers 2017-05, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Kubokawa, Tatsuya & Nagashima, Bui, 2012. "Parametric bootstrap methods for bias correction in linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 1-16.
- Bin Zou, 2017. "Optimal Investment In Hedge Funds Under Loss Aversion," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-32, May.
- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2019.
"What are axiomatizations good for?,"
Theory and Decision, Springer, vol. 86(3), pages 339-359, May.
- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2018. "What Are Axiomatizations Good For?," Working Papers hal-01933876, HAL.
- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2018. "What Are Axiomatizations Good For?," PIER Working Paper Archive 18-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 22 Oct 2018.
- Gilboa, Itzhak & Postlewaite, Andrew & Samuelson, Larry & Schmeidler, David, 2018. "What are Axiomatizations Good for?," HEC Research Papers Series 1318, HEC Paris.
- Wiafe, Osei K. & Basu, Anup K. & Chen, En Te, 2020. "Portfolio choice after retirement: Should self-annuitisation strategies hold more equities?," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 241-255.
- Nicholas Barberis, 2012. "A Model of Casino Gambling," Management Science, INFORMS, vol. 58(1), pages 35-51, January.
- Lovric, M. & Kaymak, U. & Spronk, J., 2008. "A Conceptual Model of Investor Behavior," ERIM Report Series Research in Management ERS-2008-030-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Goytom Abraha Kahsay & Daniel Osberghaus, 2018. "Storm Damage and Risk Preferences: Panel Evidence from Germany," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 71(1), pages 301-318, September.
- Carolin Bock & Maximilian Schmidt, 2015. "Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 68-82, November.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013.
"Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures,"
Documentos de Trabajo del ICAE
2013-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Econometric Institute Research Papers EI 2013-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hooi Hooi Lean & Michael McAleer, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Tinbergen Institute Discussion Papers 13-132/III, Tinbergen Institute.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Working Papers in Economics 13/30, University of Canterbury, Department of Economics and Finance.
- Paredes-Frigolett, Harold, 2016. "Modeling the effect of responsible research and innovation in quadruple helix innovation systems," Technological Forecasting and Social Change, Elsevier, vol. 110(C), pages 126-133.
- Karle, Heiko & Schumacher, Heiner & Vølund, Rune, 2023.
"Consumer loss aversion and scale-dependent psychological switching costs,"
Games and Economic Behavior, Elsevier, vol. 138(C), pages 214-237.
- Heiko Karle & Heiner Schumacher & Rune Vølund, 2021. "Consumer Loss Aversion and Scale-Dependent Psychological Switching Costs," CESifo Working Paper Series 9313, CESifo.
More about this item
Keywords
Benchmarking; borrowing strength; design-consistency; mean squared errors; empirical Bayes; EBLUP; generalized linear mixed models; higher order asymptotics; resampling methods; sample surveys; variance components; 62C12; 62C25; 62G09; 62D05; 62F11; 62F15;All these keywords.
JEL classification:
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:15:y:2006:i:1:p:1-96. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.